Understanding of 'Anatta' is key to so much Buddhist meditation practice and philosophy that I've been exposed to but (call me conservative) I gain great confidence when the Buddha himself had something direct to say about the term / concept. There seems to be common consensus that 'anatta' means there is no abiding self / Self. Christopher Titmuss in his list of what the Buddha did not teach says:

No-Self. The Buddha remained in noble silence when asked whether there was a self or no self. He simply stated that body, feelings, perceptions, mental formations, including thoughts, and consciousness were not oneself and did not belong to self. he taught not self as vehicle for liberation from misperception. Anatta literally means ‘not-self’; if the buddha had meant ‘no self’ he would have said ‘na-atta’. What the Buddha did not teach

Having studied Avaita Vedanta for some years, I recognise Buddha's early approach as pure self-inquiry i.e. recognising that the self is not in any of the skandhas, that we normally identify with, which leads to directly to the real Self.

Is it true that there no support in Digha, Majjhima, Samyutta, Anguttara, or Khuddaka Nikayas for the commonly held doctrine?

I feel this is an important question as this view has implications for the commonly held view that Buddhism is humanist, nihilistic, compatible with atheism, secular etc., when the Buddha himself held no such position.

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"Was the doctrine of 'Anatta', accepted as doctrine by modern Buddhism, actually taught by the Buddha?"

Anatta -- "not self" -- is a doctrine broadly present in the discourses preserved and currently available.

"Is it true that there no support in Digha, Majjhima, Samyutta, Anguttara, or Khuddaka Nikayas for the commonly held doctrine?"

There's no reasonable support for any doctrine of self in the collections above (and, just for completeness, there's no declaration "there is no self" in them as well, but more on that below).

The episode Christopher Titmuss refers to is probably the following:

Then the wanderer Vacchagotta went to the Blessed One and, on arrival, exchanged courteous greetings with him. After an exchange of friendly greetings & courtesies, he sat to one side. As he was sitting there he asked the Blessed One: "Now then, Venerable Gotama, is there a self?"

The Buddha then proceeds to explain why he did not answer (another explanation is given in SN 44.7):

"Ananda, if I — being asked by Vacchagotta the wanderer if there is a self — were to answer that there is a self, that would be conforming with those brahmans & contemplatives who are exponents of eternalism [the view that there is an eternal, unchanging soul]. If I — being asked by Vacchagotta the wanderer if there is no self — were to answer that there is no self, that would be conforming with those brahmans & contemplatives who are exponents of annihilationism [the view that death is the annihilation of consciousness]. If I — being asked by Vacchagotta the wanderer if there is a self — were to answer that there is a self, would that be in keeping with the arising of knowledge that all phenomena are not-self?"

— "No, lord."

"And if I — being asked by Vacchagotta the wanderer if there is no self — were to answer that there is no self, the bewildered Vacchagotta would become even more bewildered: 'Does the self I used to have now not exist?'"

This knowledge ("that all phenomena are not-self") is famously repeated in the tilakkhaṇa formula:

The third hallmark is very often mistranslated (sometimes by me too, in the past) as 'not having a self or essence'. That is indeed how later Buddhists came to interpret it, but that was not its original meaning -- in fact, it is doubly misleading. Both Pali grammar and a comparison with the Vedānta show that the word means 'is not ātman' rather than 'does not have ātman'. However, as time went by the term was taken as a possessive compound and also taken to refer to everything, so that it became the one-word expression of Buddha's anti-essentialism.

-- What The Buddha Taught, pg 70

Then, some people find themselves understanding that the Buddha advocated annihilationism (because of anatta), or eternalism (as some sort of occult teaching of a real Self behind his words). But the most obvious answer to these understandings is his own words, since he explicitly rejected both.

Among his many self-doctrine refutations, my favorite is this:

"Bhikkhus, you may well cling to that doctrine of self that would not arouse sorrow, lamentation, pain, grief, and despair in one who clings to it. But do you see any such doctrine of self, bhikkhus?"
—"No, venerable sir."
—"Good, bhikkhus. I too do not see any doctrine of self that would not arouse sorrow, lamentation, pain, grief, and despair in one who clings to it."

The Buddha in the Suttas taught not-self, not no self. In the Maha-Nidana Sutta, the Buddha speaks of not-self.
Here is what he says about people who say feelings are the Self:

"Now, one who says, 'Feeling is my self,' should be addressed as follows: 'There are these three feelings, my friend — feelings of pleasure, feelings of pain, and feelings of neither pleasure nor pain. Which of these three feelings do you assume to be the self?' At a moment when a feeling of pleasure is sensed, no feeling of pain or of neither pleasure nor pain is sensed. Only a feeling of pleasure is sensed at that moment. At a moment when a feeling of pain is sensed, no feeling of pleasure or of neither pleasure nor pain is sensed. Only a feeling of pain is sensed at that moment. At a moment when a feeling of neither pleasure nor pain is sensed, no feeling of pleasure or of pain is sensed. Only a feeling of neither pleasure nor pain is sensed at that moment."

And here's what the Buddha said who assume that there is no self:

"As for the person who says, 'Feeling is not the self: My self is oblivious [to feeling],' he should be addressed as follows: 'My friend, where nothing whatsoever is sensed (experienced) at all, would there be the thought, "I am"?'"

So if you're not feeling any feelings in the present moment, then does that mean you are experiencing a self? No of course not, the lack of feelings does not mean that the lack of feelings is the Self, or that you experience a Self when there is no feeling.

In the Khandha-samyutta you will find numerous suttas talking on the nature of not-self.

What I find in the Pali dictionary is that there's no dictionary entry for anattā ... instead there's a dictionary entry for Attan, and anattā is described as part of that. The dictionary entry for Attan says,

Meanings. 1. The soul as postulated in the animistic theories held in N India in the 6th and 7th cent. B. C. It is described in the Upanishads as a small creature, in shape like a man, dwelling in ordinary times in the heart. It escapes from the body in sleep or trance; when it returns to the body life and motion reappear. It escapes from the body at death, then continues to carry on an everlasting life of its own. For numerous other details see Rh. D. Theory of Soul in the Upanishads J R A S 1899. Bt. India 251 -- 255. Buddhism repudiated all such theories, thus differing from other religions. Sixteen such theories about the soul D i.31. Seven other theories D i.34. Three others D i.186/7. A ʻ soul ʼ according to general belief was some thing permanent, unchangeable, not affected by sorrow S iv.54 = Kvu 67; Vin i.14; M i.138. See also M i.233; iii.265, 271; S ii.17, 109; iii.135; A i.284; ii.164, 171; v.188; S iv.400. Cp. ātuman, tuma, puggala, jīva, satta, pāṇa and nāma -- rūpa.

anattā (n. and predicative adj.) not a soul, without a soul.

So I suppose that anattā wasn't denying the "self", but was denying the "soul" which was taught by the Upanishads. It's interesting that ...

"A ʻ soul ʼ according to general belief was some thing permanent, unchangeable, not affected by sorrow"

... because maybe that's more or less the opposite of the dukkha anattā anicca taught by Buddhism.

See also "identity view".

The Sabbasava Sutta describes various views about self (but also the opposites of those views) as an asava, for example,

"That person considers improperly thus: 'Did I exist in the past? Did I not exist in the past? Who was I in the past? How was I in the past?[15] In the past, who had been I and who was I [in the subsequent existence]? Will I exist in the future? Will I not exist in the future? Who will I be in the future? How will I be in the future? In the future, having been who, who will I be?'

"Also as regards the present, uncertainty arises in him thus: 'Do I exist? Do I not exist? Who am I? How am I ? From where has this soul come? Where will this soul go?'

"In a person who thus considers improperly there arises one of the six [wrong] views. The view 'I have self'[16] arises in him really and firmly. Or, the view 'I have no self' arises in him really and firmly. Or, the view 'I perceive self through self' arises in him really and firmly. Or, the view 'I perceive non-self[17] through self' arises in him really and firmly. Or, the view 'I perceive self through non-self' arises in him really and firmly. Or, he has the view thus: 'That self of mine speaks, knows and experiences the results of wholesome and unwholesome actions.[18] That self of mine is permanent, stable, durable, incorruptible and will be eternal like all things permanent.'

"Bhikkhus! This wrong view is called a false belief, a jungle of false beliefs, a desert of false beliefs, a thorny spike of false beliefs, an agitation of false beliefs and a fetter of false beliefs. Bhikkhus! The ignorant worldling who is bound up with the fetter of false beliefs cannot escape rebirth, ageing, death, grief, lamentation, pain, distress and despair. I declare that he cannot escape dukkha.[19]

In this sutta, "self" and "non-self" are translations of attā and anatta.

Having studied Avaita Vedanta for some years, I recognise Buddha's early approach as pure self-inquiry i.e. recognising that the self is not in any of the skandhas, that we normally identify with, which leads to directly to the real Self.

Are you thinking along the lines of "neti neti"?

You might be interested in this discussion, reportedly between B. Alan Wallace and Bikkhu Bodhi,

BB: Dear BAW, The relationship between nibbāna and consciousness was a topic of heated discussion among us Western monks in Sri Lanka, and our position in relation to this problem divided us into opposing camps. Though I have pondered the issue for long years, I have to admit I don’t have a clear solution to the problem. Perhaps the source of perplexity lies in Western modes of thinking. But maybe not. My teacher, Ven. Balangoda Ananda Maitreya, used to tell me how his own interpretation of nibbāna came close to the Advaita Vedantin understanding of brahman (with some differences), and in this respect, he said, he disagreed with those Sri Lankan scholar-monks who considered nibbāna to be mere cessation.

BAW: I was told that when Ven. Balangoda Ananda Maitreya visited the Vedanta Temple in Montecito (adjacent to Santa Barbara, where I live), he was asked whether he thought the realization of nibbāna was identical to the Advaita Vedantin realization of ātman-brahman, and he allegedly replied that it was too close to call. As you may recall, I had the great privilege of training under his guidance for some months during 1980–81 at his home temple in Udumulla; and I regard him as my principal Theravāda mentor.

BB: If I remember rightly, what Ven. Ananda Maitreya said is that unlike the Advaita Vedantin brahman, nibbāna does not have any cosmological function (in the way that brahman is the substrate of the manifest universe) nor does it give rise to a creator God (the saguṇa brahman) who periodically creates, sustains, and demolishes the apparent universe. But the descriptions of
nirguṇa brahman and nibbāna share many similarities.

If views of "self" and/or "not-self" are considered asava (in the Sabbasava Sutta) then you might want the answer to this question: which characterizes "views that incorporate dualities" as effluent.

As I read the quotes in these answers, I see that the Buddha was not asserting anything, and not denying anything. This is difficult to perceive. The mind craves an object, but here, there is no object, which is not to say that it does not exist! For that would be another object.

By not saying one thing, or its opposite, the Buddha was trying to "shout": there is nothing to talk about here. It is difficult to make that stand, or make people accept it on its face. It rather reminds me of the Flower Sermon.